+25.1%
GILD vs BURL
-14.9%
+40.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -9.9% | +5.1% | -4.1% |
| 30D | +5.8% | -32.4% | +38.2% | +8.4% |
| 3M | +14.9% | -30.2% | +45.1% | +17.5% |
| 6M | -0.4% | -21.3% | +21.0% | +1.2% |
| YTD | +18.5% | -17.2% | +35.8% | +20.1% |
| 1Y | +25.1% | -14.4% | +39.5% | +28.2% |
| All | +25.1% | -14.9% | +40.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling